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<table width="100%" summary="page for LT"><tr><td>LT</td><td style="text-align: right;">R Documentation</td></tr></table>

<h2>Dollar Sterling Exchange Rate </h2>

<h3>Description</h3>

<p>annual observations from 1791 to 1990
</p>
<p><em>number of observations</em> :  200
</p>
<p><em>observation</em> :  country
</p>
<p><em>country</em> :  United Kingdown
</p>


<h3>Usage</h3>

<pre>data(LT)</pre>


<h3>Format</h3>

<p>A time serie containing :
</p>

<dl>
<dt>s</dt><dd><p>US *Dollar / *Pound exchange rate</p>
</dd>
<dt>uswpi</dt><dd><p>US wholesale price index, normalized to 100 for 1914</p>
</dd>
<dt>ukwpi</dt><dd><p>US wholesale price index, normalized to 100 for 1914</p>
</dd>
</dl>



<h3>Source</h3>

<p>Lothian, J.  and  M.  Taylor (1996) &ldquo;Real exchange rate behavior: the recent float from the perspective of the past two centuries&rdquo;, <em>Journal of Political Economy</em>, <b>104</b>, 488-509.
</p>


<h3>References</h3>

<p>Hayashi, F. (2000) <em>Econometrics</em>, Princeton University Press, <a href="http://fhayashi.fc2web.com/hayashi_econometrics.htm">http://fhayashi.fc2web.com/hayashi_econometrics.htm</a>, chapter 9, 613-621.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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